Related papers: Gaussian Processes for HRF estimation for BOLD fMR…
This study introduces a SABR-informed multitask Gaussian process for constructing implied volatility surfaces from sparse option quotes. We treat a dense synthetic dataset generated by a calibrated SABR model as the source task and market…
Multi-subject fMRI studies are challenging due to the high variability of both brain anatomy and functional brain topographies across participants. An effective way of aggregating multi-subject fMRI data is to extract a shared…
We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend…
We discuss the correspondence between Gaussian process regression and Geometric Harmonics, two similar kernel-based methods that are typically used in different contexts. Research communities surrounding the two concepts often pursue…
State estimation in non-linear models is performed by tracking the posterior distribution recursively. A plethora of algorithms have been proposed for this task. Among them, the Gaussian particle filter uses a weighted set of particles to…
Functional magnetic resonance imaging (fMRI) is a neuroimaging technique that records neural activations in the brain by capturing the blood oxygen level in different regions based on the task performed by a subject. Given fMRI data, the…
In this paper we propose a general series method to estimate a semiparametric partially linear varying coefficient model. We establish the consistency and \sqrtn-normality property of the estimator of the finite-dimensional parameters of…
We present a unified view of likelihood based Gaussian progress regression for simulation experiments exhibiting input-dependent noise. Replication plays an important role in that context, however previous methods leveraging replicates have…
We address the challenge of estimation in the context of constant linear effect models with dense functional responses. In this framework, the conditional expectation of the response curve is represented by a linear combination of…
A Gaussian Cox process is a popular model for point process data, in which the intensity function is a transformation of a Gaussian process. Posterior inference of this intensity function involves an intractable integral (i.e., the…
We propose a rigorous, non-perturbative, Bayesian framework which enables one jointly to test Gaussianity and estimate the power spectrum of CMB anisotropies. It makes use of the Hilbert space of an harmonic oscillator to set up an exact…
Ai et al. (2021) studied the estimation of a general dose-response function (GDRF) of a continuous treatment that includes the average dose-response function, the quantile dose-response function, and other expectiles of the dose-response…
We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…
In this paper, we propose RFF-GP-HSMM, a fast unsupervised time-series segmentation method that incorporates random Fourier features (RFF) to address the high computational cost of the Gaussian process hidden semi-Markov model (GP-HSMM).…
This note considers the applicability of Gauss-Hermite quadrature and direct numerical quadrature for computation of moment generating function (mgf) and the derivatives. A preprocessing using the asymptotic technique is employed while…
We propose stochastic, non-parametric activation functions that are fully learnable and individual to each neuron. Complexity and the risk of overfitting are controlled by placing a Gaussian process prior over these functions. The result is…
The Gaussian graphical model (GGM) incorporates an undirected graph to represent the conditional dependence between variables, with the precision matrix encoding partial correlation between pair of variables given the others. To achieve…
Granger Causality (GC) is widely used in neuroimaging to estimate directed statistical dependence among brain regions using time series of brain activity. An important issue is that functional MRI (fMRI) measures brain activity indirectly…
We present a novel extension of multi-output Gaussian processes for handling heterogeneous outputs. We assume that each output has its own likelihood function and use a vector-valued Gaussian process prior to jointly model the parameters in…
In this article we wish to present a new method to obtain spectral functions at finite temperature and density from the Functional Renormalization Group (FRG). The FRG offers a powerful non-perturbative tool to deal with phase transitions…